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Bayesian Inference in Dynamic Econometric Models (Paperback, New) Loot Price: R2,123
Discovery Miles 21 230
Repayment Terms: R199 pm x 12*
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Bayesian Inference in Dynamic Econometric Models (Paperback, New): Luc Bauwens, Michel Lubrano, Jean-Francois Richard

Bayesian Inference in Dynamic Econometric Models (Paperback, New)

Luc Bauwens, Michel Lubrano, Jean-Francois Richard

Series: Advanced Texts in Econometrics

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Loot Price R2,123 Discovery Miles 21 230 | Repayment Terms: R199 pm x 12*

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This book offers an up-to-date coverage of the basic principles and of the tools of Bayesian inference in econometrics. Bayesian inference is a branch of statistics that integrates explicitly both data and prior (possibly subjective) information in model building , estimation and evaluation. The book then shows how to use Bayesian methods in a range of models especially suited to the analysis of macroeconomic and financial time series.

General

Imprint: Oxford UniversityPress
Country of origin: United Kingdom
Series: Advanced Texts in Econometrics
Release date: 2000
First published: March 2000
Authors: Luc Bauwens (Professor of Economics, Centre for Operations Research and Econometrics [CORE]) • Michel Lubrano (Directeur de Recherche) • Jean-Francois Richard (University Professor of Economics)
Dimensions: 235 x 155 x 20mm (L x W x T)
Format: Paperback
Pages: 366
Edition: New
ISBN-13: 978-0-19-877313-9
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Computing & IT > Applications of computing > Computer modelling & simulation
Books > Business & Economics > Economics > Econometrics > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
Books > Computing & IT > Computer software packages > Computer graphics software > General
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LSN: 0-19-877313-7
Barcode: 9780198773139

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